#region License Information /* HeuristicLab * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Collections.Generic; using System.Linq; using HeuristicLab.Algorithms.DataAnalysis; using HeuristicLab.Data; using HeuristicLab.Random; namespace HeuristicLab.Problems.Instances.DataAnalysis { public class GaussianProcess2dPeriodic : ArtificialRegressionDataDescriptor { public override string Name { get { return "Gaussian Process 2d periodic"; } } public override string Description { get { return ""; } } protected override string TargetVariable { get { return "Y"; } } protected override string[] VariableNames { get { return new string[] { "X1", "X2", "Y" }; } } protected override string[] AllowedInputVariables { get { return new string[] { "X1", "X2" }; } } protected override int TrainingPartitionStart { get { return 0; } } protected override int TrainingPartitionEnd { get { return 20 * 20; } } protected override int TestPartitionStart { get { return 20 * 20; } } protected override int TestPartitionEnd { get { return 2 * (20 * 20); } } protected override List> GenerateValues() { List> independentTrainingData = new List>(); List> independentTestData = new List>(); for (int i = 0; i < AllowedInputVariables.Count(); i++) { independentTrainingData.Add(ValueGenerator.GenerateSteps(0, 0.99, 1.0 / 20).ToList()); independentTestData.Add(ValueGenerator.GenerateSteps(0.005, 1, 1.0 / 20).ToList()); } var trainingData = ValueGenerator.GenerateAllCombinationsOfValuesInLists(independentTrainingData); var testData = ValueGenerator.GenerateAllCombinationsOfValuesInLists(independentTestData); List> data = new List>(); foreach (var e in trainingData) { data.Add(e.ToList()); } int j = 0; foreach (var e in testData) { data[j].AddRange(e); j++; } var covarianceFunction = new CovarianceSum(); var m1 = new CovarianceMask(); m1.SelectedDimensionsParameter.Value = new IntArray(new int[] { 0 }); m1.CovarianceFunctionParameter.Value = new CovariancePeriodic(); var m2 = new CovarianceMask(); m2.SelectedDimensionsParameter.Value = new IntArray(new int[] { 1 }); m2.CovarianceFunctionParameter.Value = new CovariancePeriodic(); covarianceFunction.Terms.Add(m1); covarianceFunction.Terms.Add(m2); covarianceFunction.Terms.Add(new CovarianceNoise()); var cov = covarianceFunction.GetParameterizedCovarianceFunction( Enumerable.Repeat(0.0, covarianceFunction.GetNumberOfParameters(2) - 1) .Concat(new double[] { Math.Log(Math.Sqrt(0.01)) }) .ToArray(), new int[] { 0, 1}); var mt = new MersenneTwister(31415); var target = Util.SampleGaussianProcess(mt, cov, data); data.Add(target); return data; } } }